A very long answer for a very short question...
A manually compiled list of Unicode subscript and superscript characters (from this post):
unicodeSubSuperscriptList = {8304, 8320, 185, 8321, 178, 8322, 179,
8323, 8308, 8324, 8309, 8325, 8310, 8326, 8311, 8327, 8312, 8328,
8313, 8329, 7491, 8336, 7495, 7580, 7496, 7497, 8337, 7584, 7501,
688, 8341, 8305, 7522, 690, 11388, 7503, 8342, 737, 8343, 7504,
8344, 8319, 8345, 7506, 8338, 7510, 8346, 691, 7523, 738, 8347,
7511, 8348, 7512, 7524, 7515, 7525, 695, 739, 8339, 696, 7468,
7470, 7472, 7473, 7475, 7476, 7477, 7478, 7479, 7480, 7481, 7482,
7484, 7486, 7487, 7488, 7489, 11389, 7490, 8314, 8330, 8315, 8331,
8316, 8332, 8317, 8333, 8318, 8334, 7493, 7517, 7526, 7518, 7527,
7519, 7499, 7615, 7589, 7528, 7602, 7520, 7529, 7521, 7530} ;
ussl = FromCharacterCode /@ unicodeSubSuperscriptList;
Multicolumn[ussl, 20, Appearance -> "Horizontal"]

unicodeSubSuperscriptQ = StringMatchQ[Alternatives @@ (FromCharacterCode /@
unicodeSubSuperscriptList )];
fromSubSuperscripts = ToCharacterCode[#][[1]] /.
{8304 | 8320 -> "0", 185 | 8321 -> "1", 178 | 8322 -> "2",
179 | 8323 -> "3", 8308 | 8324 -> "4", 8309 | 8325 -> "5",
8310 | 8326 -> "6", 8311 | 8327 -> "7", 8312 | 8328 -> "8",
8313 | 8329 -> "9", 7491 | 8336 -> "a", 7495 -> "b", 7580 -> "c",
7496 -> "d", 7497 | 8337 -> "e", 7584 -> "f", 7501 -> "g",
688 | 8341 -> "h", 8305 | 7522 -> "i", 690 | 11388 -> "j",
7503 | 8342 -> "k", 737 | 8343 -> "l", 7504 | 8344 -> "m",
8319 | 8345 -> "n", 7506 | 8338 -> "o", 7510 | 8346 -> "p",
691 | 7523 -> "r", 738 | 8347 -> "s", 7511 | 8348 -> "t",
7512 | 7524 -> "u", 7515 | 7525 -> "v", 695 -> "w",
739 | 8339 -> "x", 696 -> "y", 7468 -> "A", 7470 -> "B", 7472 -> "D",
7473 -> "E", 7475 -> "G", 7476 -> "H", 7477 -> "I", 7478 -> "J",
7479 -> "K", 7480 -> "L", 7481 -> "M", 7482 -> "N", 7484 -> "O",
7486 -> "P", 7487 -> "R", 7488 -> "T", 7489 -> "U", 11389 -> "V",
7490 -> "W", 8314 | 8330 -> "+", 8315 | 8331 -> "-",
8316 | 8332 -> "=", 8317 | 8333 -> "{", 8318 | 8334 -> "}",
7493 -> "α", 7517 | 7526 -> "β", 7518 | 7527 -> "γ", 7519 -> "δ",
7499 -> "ϵ", 7615 -> "θ", 7589 -> "ι", 7528 -> "ρ", 7602 -> "ϕ",
7520 | 7529 -> "ψ", 7521 | 7530 -> "χ", x_ :> FromCharacterCode[x]} &;
Examples:
Multicolumn[fromSubSuperscripts /@ ussl, 20, Appearance -> "Horizontal"]

test= {"a", "\\:1d62"} ;
Subscript @@ fromSubSuperscripts /@ (Characters /@ ToString[ToExpression @ #]& /@ test)
TeXForm[%]
$\text{a}_{\text{i}}$
A more challenging example:
list = {"a", "\\:1d62", "\\:2081", "\[Beta]", "\\:2081", " ", "+",
" ", "a", "\\:1d62", "\\:2082", "\[Beta]", "\\:2082", " ", "+",
" ", ".", ".", ".", " ", "+", " ", "a", "\\:2099", "\\:2081",
"\[Beta]", "\\:2099", " ", "=", " ", "b", "\\:1d62"} ;
fromSubSuperscripts /@ (If[SyntaxQ[#] && Not @ StringMatchQ[#, " "],
ToExpression[#, StandardForm, ToString], #]& /@ list)
{"a", "i", "1", "β", "1", " ", "+", " ", "a", "i", "2",
"β", "2", " ", "+", " ", ".", ".", ".", " ", "+", " ", "a",
"n", "1", "β", "n", " ", "=", " ", "b", "i"}
string = StringJoin[If[SyntaxQ[#] && Not@StringMatchQ[#, " "],
ToExpression[#, StandardForm, ToString], #] & /@ list] ;
ToExpression[StringReplace[string, {"..." -> "…",
a : LetterCharacter ~~ b : Longest[__?unicodeSubSuperscriptQ] :>
"Subscript[" <> a <> "," <> StringRiffle[fromSubSuperscripts /@ Characters[b], ","] <>
"]"}], StandardForm, HoldForm]

Subscript @@ ToExpression /@ test
$\endgroup$list
(in your comment below) to your question? $\endgroup$